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AMAT vs. NXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMAT vs. NXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Materials, Inc. (AMAT) and NexGen Energy Ltd. (NXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMAT achieves a 149.73% return, which is significantly higher than NXE's 13.59% return. Over the past 10 years, AMAT has outperformed NXE with an annualized return of 40.85%, while NXE has yielded a comparatively lower 18.40% annualized return.


AMAT

1D
3.74%
1M
48.13%
YTD
149.73%
6M
147.78%
1Y
280.55%
3Y*
68.94%
5Y*
37.57%
10Y*
40.85%

NXE

1D
-1.88%
1M
-1.97%
YTD
13.59%
6M
14.21%
1Y
58.33%
3Y*
31.94%
5Y*
19.66%
10Y*
18.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAT vs. NXE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMAT
Applied Materials, Inc.
149.73%59.60%1.13%67.97%-37.54%83.64%43.29%89.86%-34.92%59.86%
NXE
NexGen Energy Ltd.
13.59%39.39%-5.71%58.01%1.37%58.33%115.63%-28.09%-30.47%48.75%

Correlation

The correlation between AMAT and NXE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.27

The correlation between AMAT and NXE shifts across timeframes, from 0.27 (all time) to 0.38 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMAT:

$511.50B

NXE:

$6.90B

EPS

AMAT:

$10.61

NXE:

-CA$0.69

PB Ratio

AMAT:

21.39

NXE:

5.75

Total Revenue (TTM)

AMAT:

$29.02B

NXE:

CA$0.00

Gross Profit (TTM)

AMAT:

$14.21B

NXE:

-CA$992.64K

EBITDA (TTM)

AMAT:

$9.92B

NXE:

-CA$247.46M

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Return for Risk

AMAT vs. NXE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMAT
AMAT Risk / Return Rank: 9898
Overall Rank
AMAT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMAT Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMAT Omega Ratio Rank: 9797
Omega Ratio Rank
AMAT Calmar Ratio Rank: 9999
Calmar Ratio Rank
AMAT Martin Ratio Rank: 9999
Martin Ratio Rank

NXE
NXE Risk / Return Rank: 7272
Overall Rank
NXE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NXE Sortino Ratio Rank: 7171
Sortino Ratio Rank
NXE Omega Ratio Rank: 6767
Omega Ratio Rank
NXE Calmar Ratio Rank: 7373
Calmar Ratio Rank
NXE Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMAT vs. NXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) and NexGen Energy Ltd. (NXE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMATNXEDifference
Sharpe ratioReturn per unit of total volatility

+4.68

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.67

1.20

+0.47

Calmar ratioReturn relative to maximum drawdown

13.22

1.75

+11.47

Martin ratioReturn relative to average drawdown

37.71

4.89

+32.82

AMAT vs. NXE - Sharpe Ratio Comparison

The current AMAT Sharpe Ratio is 5.73, which is higher than the NXE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of AMAT and NXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMAT vs. NXE - Drawdown Comparison

The maximum AMAT drawdown since its inception was -85.22%, roughly equal to the maximum NXE drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AMAT and NXE.


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Drawdown Indicators


AMATNXEDifference

Max Drawdown

Largest peak-to-trough decline

-85.22%

-82.98%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-33.41%

+12.04%

Max Drawdown (3Y)

Largest decline over 3 years

-49.88%

-54.28%

+4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

-54.28%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

-82.98%

+27.84%

Current Drawdown

Current decline from peak

0.00%

-24.93%

+24.93%

Average Drawdown

Average peak-to-trough decline

-38.76%

-28.62%

-10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

11.97%

-4.49%

Volatility

AMAT vs. NXE - Volatility Comparison

The current volatility for Applied Materials, Inc. (AMAT) is 19.60%, while NexGen Energy Ltd. (NXE) has a volatility of 21.57%. This indicates that AMAT experiences smaller price fluctuations and is considered to be less risky than NXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMATNXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.60%

21.57%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

38.81%

40.78%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

49.40%

55.62%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.33%

58.05%

-13.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.04%

61.56%

-18.52%

Dividends

AMAT vs. NXE - Dividend Comparison

AMAT's dividend yield for the trailing twelve months is around 0.30%, while NXE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMAT
Applied Materials, Inc.
0.30%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
NXE
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AMAT vs. NXE - Financials Comparison

This section allows you to compare key financial metrics between Applied Materials, Inc. and NexGen Energy Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
7.91B
0
(AMAT) Total Revenue
(NXE) Total Revenue
Please note, different currencies. AMAT values in USD, NXE values in CAD

Frequently Asked Questions


AMAT and NXE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXE has higher volatility (21.57%) compared to AMAT (19.60%). In terms of maximum drawdown, AMAT dropped -85.22% vs NXE's -82.98%.

AMAT currently has the higher Sharpe Ratio (5.73 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMAT and NXE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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